I had a buy OCO order set and apparently after it was hit the sell sides of the OCO were cancelled by the system although they remained in the DOM until they price attempted to hit the target sell order. Then I got the rejection notices and they disappeared. Has anyone seen this before? I'm using OEC through Amp (Global Amp).
it was live, and I took a loss on the order subsequently. Looking at the logs the order was apparently rejected because it broke order limits??? Yet I didn't know it until the price hit the order point and only then did I get a notice and then both sell OCO orders disappeared from the DOM. Nice.